First I do an AIDS-regression like this one: proc syslin itsur data=Fish_aids; model share_fish = price_fish_ind price_kod_ind lreal_exp; srestrict Aids_rw_f.price_fish_ind + Aids_rw_f.price_kod_ind=0; run; My demand system consists only of two models, the other being model share_kod = price_kod_ind price_fish_ind lreal_exp; I then want to do the AIDS-model for quantiles. My quantile regression is: proc quantreg data=Fish_aids; model share_fish = price_fish_ind_rel price_kod_ind_rel lreal_exp /quantile= 0.10 0.25 0.5 0.75 0.9 plot=quantplot; run; However, I do not know how to impose the parameter restrictions which are necessary for the AIDS-model to hold; symmetry, adding-up and homogeneity on my quantile regression.
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